Qantas Airways Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:22.86% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6295 | 6.52 | |
| 0.0997 | 7.15 | |
| 0.8408 | 46.25 | |
| 0.0193 | 0.45 | |
| -0.1337 | -1.95 | |
| 0.2369 | 4.56 | |
| -0.1726 | -3.69 | |
| 0.0402 | 0.77 | |
| 0.0157 | 0.29 | |
| -0.0051 | -0.10 | |
| -0.0014 | -0.02 |
Estimation Period:
Jul 31, 1995 to Feb 13, 2026
Jul 31, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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